Sections:
Connect to TT Demo server: ttConnect()
options(warn=-1)
require(rClr)## Loading required package: rClr
## Loading the dynamic library for Microsoft .NET runtime...
## Loaded Common Language Runtime version 4.0.30319.42000require(rFdk)## Loading required package: rFdkttConnect("", "", "")## Loading required package: data.table## [1] 0Get symbol and currency data
ttGetSymbolData()## name precision contractMultiplier comission marginCurrency
## 1: EURUSD 5 1e+05 0 EUR
## 2: EURAUD 5 1e+05 0 EUR
## 3: USDCAD 5 1e+05 0 USD
## 4: USDCHF 5 1e+05 0 USD
## 5: EURCAD 5 1e+05 0 EUR
## 6: CADJPY 3 1e+03 0 CAD
## 7: EURJPY 3 1e+03 0 EUR
## 8: GBPJPY 3 1e+03 0 GBP
## 9: USDSEK 5 1e+05 0 USD
## 10: USDNOK 5 1e+05 0 USD
## 11: AUDUSD 5 1e+05 0 AUD
## 12: CHFJPY 3 1e+03 0 CHF
## 13: GBPCHF 5 1e+05 0 GBP
## 14: NZDUSD 5 1e+05 0 NZD
## 15: AUDNZD 5 1e+05 0 AUD
## 16: EURCHF 5 1e+05 0 EUR
## 17: GBPUSD 5 1e+05 0 GBP
## 18: USDJPY 3 1e+03 0 USD
## 19: AUDJPY 3 1e+03 0 AUD
## 20: EURGBP 5 1e+05 0 EUR
## 21: EURNOK 5 1e+05 0 EUR
## 22: EURSEK 5 1e+05 0 EUR
## 23: AUDCHF 5 1e+05 0 AUD
## 24: CADCHF 5 1e+05 0 CAD
## 25: GBPAUD 5 1e+05 0 GBP
## 26: GBPCAD 5 1e+05 0 GBP
## 27: GBPNZD 5 1e+05 0 GBP
## 28: NZDCAD 5 1e+05 0 NZD
## 29: NZDCHF 5 1e+05 0 NZD
## 30: NZDJPY 3 1e+03 0 NZD
## 31: EURNZD 5 1e+05 0 EUR
## 32: AUDCAD 5 1e+05 0 AUD
## 33: GBPSGD 5 1e+05 0 GBP
## 34: NZDSGD 5 1e+05 0 NZD
## 35: SGDJPY 3 1e+03 0 SGD
## 36: USDRUB 4 1e+04 0 USD
## 37: EURDKK 5 1e+05 0 EUR
## 38: EURHKD 5 1e+05 0 EUR
## 39: EURPLN 5 1e+05 0 EUR
## 40: EURTRY 5 1e+05 0 EUR
## 41: HKDJPY 3 1e+03 0 HKD
## 42: NOKJPY 3 1e+03 0 NOK
## 43: NOKSEK 5 1e+05 0 NOK
## 44: USDDKK 5 1e+05 0 USD
## 45: USDHKD 5 1e+05 0 USD
## 46: USDMXN 5 1e+05 0 USD
## 47: USDPLN 5 1e+05 0 USD
## 48: USDSGD 5 1e+05 0 USD
## 49: USDTRY 5 1e+05 0 USD
## 50: USDCNH 4 1e+04 0 USD
## 51: #UK100 1 1e+01 0 UKX
## 52: #WS30 1 1e+01 0 DJI
## 53: #SPX 1 1e+01 0 SPX
## 54: #NDX 1 1e+01 0 NDX
## 55: #GDAXI 1 1e+01 0 DAX
## 56: #GDAXIm 1 1e+01 0 DA1
## 57: #FCHI 1 1e+01 0 CAC
## 58: #J225 1 1e+01 0 NKY
## 59: #AUS200 1 1e+01 0 ASX
## 60: XAUUSD 2 1e+02 0 XAU
## 61: XAGUSD 3 1e+03 0 XAG
## 62: #ESX50 1 1e+01 0 ESX
## 63: #NDXm 1 1e+01 0 ND1
## 64: #SPXm 1 1e+01 0 SP1
## 65: #WS30m 1 1e+01 0 DJ1
## 66: XBRUSD 2 1e+02 0 XBR
## 67: XTIUSD 2 1e+02 0 XTI
## 68: XNGUSD 3 1e+03 0 XNG
## 69: BTCCNH 2 1e+02 0 BTC
## 70: BTCEUR 3 1e+03 0 BTC
## 71: BTCRUB 2 1e+02 0 BTC
## 72: BTCUSD 3 1e+03 0 BTC
## 73: LTCBTC 5 1e+05 0 LTC
## 74: LTCCNH 2 1e+02 0 LTC
## 75: LTCEUR 3 1e+03 0 LTC
## 76: LTCRUB 3 1e+03 0 LTC
## 77: LTCUSD 5 1e+05 0 LTC
## 78: NMCBTC 5 1e+05 0 NMC
## 79: NMCUSD 3 1e+03 0 NMC
## 80: PPCBTC 5 1e+05 0 PPC
## 81: PPCUSD 3 1e+03 0 PPC
## name precision contractMultiplier comission marginCurrency
## profitCurrency limitsComission minTradeVolume maxTradeVolume
## 1: USD 0 1000.00 1.0e+08
## 2: AUD 0 1000.00 1.0e+08
## 3: CAD 0 1000.00 1.0e+08
## 4: CHF 0 1000.00 1.0e+08
## 5: CAD 0 1000.00 1.0e+08
## 6: JPY 0 1000.00 1.0e+08
## 7: JPY 0 1000.00 1.0e+08
## 8: JPY 0 1000.00 1.0e+08
## 9: SEK 0 1000.00 1.0e+08
## 10: NOK 0 1000.00 1.0e+08
## 11: USD 0 1000.00 1.0e+08
## 12: JPY 0 1000.00 1.0e+08
## 13: CHF 0 1000.00 1.0e+08
## 14: USD 0 1000.00 1.0e+08
## 15: NZD 0 1000.00 1.0e+08
## 16: CHF 0 1000.00 1.0e+08
## 17: USD 0 1000.00 1.0e+08
## 18: JPY 0 1000.00 1.0e+08
## 19: JPY 0 1000.00 1.0e+08
## 20: GBP 0 1000.00 1.0e+08
## 21: NOK 0 1000.00 1.0e+08
## 22: SEK 0 1000.00 1.0e+08
## 23: CHF 0 1000.00 1.0e+08
## 24: CHF 0 1000.00 1.0e+08
## 25: AUD 0 1000.00 1.0e+08
## 26: CAD 0 1000.00 1.0e+08
## 27: NZD 0 1000.00 1.0e+08
## 28: CAD 0 1000.00 1.0e+08
## 29: CHF 0 1000.00 1.0e+08
## 30: JPY 0 1000.00 1.0e+08
## 31: NZD 0 1000.00 1.0e+08
## 32: CAD 0 1000.00 1.0e+08
## 33: SGD 0 1000.00 1.0e+08
## 34: SGD 0 1000.00 1.0e+08
## 35: JPY 0 1000.00 1.0e+08
## 36: RUB 0 1000.00 1.0e+08
## 37: DKK 0 1000.00 1.0e+08
## 38: HKD 0 1000.00 1.0e+08
## 39: PLN 0 1000.00 1.0e+08
## 40: TRY 0 1000.00 1.0e+08
## 41: JPY 0 1000.00 1.0e+08
## 42: JPY 0 1000.00 1.0e+08
## 43: SEK 0 1000.00 1.0e+08
## 44: DKK 0 1000.00 1.0e+08
## 45: HKD 0 1000.00 1.0e+08
## 46: MXN 0 1000.00 1.0e+08
## 47: PLN 0 1000.00 1.0e+08
## 48: SGD 0 1000.00 1.0e+08
## 49: TRY 0 1000.00 1.0e+08
## 50: CNH 0 1000.00 1.0e+08
## 51: GBP 0 0.10 1.0e+04
## 52: USD 0 0.10 1.0e+04
## 53: USD 0 2.50 2.5e+05
## 54: USD 0 1.00 1.0e+05
## 55: EUR 0 0.25 2.5e+04
## 56: EUR 0 0.10 1.0e+04
## 57: EUR 0 0.10 1.0e+04
## 58: JPY 0 10.00 1.0e+06
## 59: AUD 0 0.10 1.0e+04
## 60: USD 0 1.00 1.0e+05
## 61: USD 0 50.00 5.0e+06
## 62: EUR 0 0.10 1.0e+04
## 63: USD 0 0.10 1.0e+04
## 64: USD 0 1.00 1.0e+05
## 65: USD 0 0.01 1.0e+03
## 66: USD 0 10.00 1.0e+06
## 67: USD 0 10.00 1.0e+06
## 68: USD 0 100.00 1.0e+07
## 69: CNH 0 0.01 1.0e+03
## 70: EUR 0 0.01 1.0e+03
## 71: RUB 0 0.01 1.0e+03
## 72: USD 0 0.01 1.0e+03
## 73: BTC 0 0.01 1.0e+03
## 74: CNH 0 0.01 1.0e+03
## 75: EUR 0 0.01 1.0e+03
## 76: RUB 0 0.01 1.0e+03
## 77: USD 0 0.01 1.0e+03
## 78: BTC 0 0.01 1.0e+03
## 79: USD 0 0.01 1.0e+03
## 80: BTC 0 0.01 1.0e+03
## 81: USD 0 0.01 1.0e+03
## profitCurrency limitsComission minTradeVolume maxTradeVolume
## swapLong swapShort
## 1: -1.96000 0.27000
## 2: -13.84416 3.97403
## 3: -3.81481 0.83951
## 4: 0.98148 -3.88889
## 5: -6.02469 1.53086
## 6: 0.79012 -3.43210
## 7: -1.97531 0.18519
## 8: 0.81481 -4.41975
## 9: 3.41667 -18.83333
## 10: -45.69231 11.76923
## 11: 1.78000 -6.36000
## 12: -5.17284 1.25926
## 13: 2.24074 -8.17593
## 14: 2.61000 -9.33000
## 15: -6.57143 1.28571
## 16: 0.67593 -3.09259
## 17: 0.50000 -3.09000
## 18: -0.24691 -1.03704
## 19: 2.29630 -8.17284
## 20: -2.32692 0.52564
## 21: -62.07692 16.84615
## 22: 0.00000 -9.66667
## 23: 2.52778 -8.54630
## 24: 1.44444 -5.09259
## 25: -13.67532 3.66234
## 26: -3.11111 0.38272
## 27: -26.48571 7.22857
## 28: 2.48148 -9.29630
## 29: 3.21296 -11.02778
## 30: 3.32099 -11.80247
## 31: -23.50000 6.68571
## 32: 1.37037 -5.38272
## 33: 0.83784 -4.67568
## 34: 3.60811 -12.85135
## 35: -0.40741 -0.54321
## 36: -305.33330 93.94444
## 37: 9.66667 -36.66667
## 38: -12.92308 1.38462
## 39: -30.88889 8.11111
## 40: -144.45950 45.40541
## 41: -0.07407 -0.09877
## 42: 0.25926 -1.00000
## 43: 2.33333 -8.25000
## 44: 11.33333 -40.80000
## 45: -2.00000 -6.00000
## 46: -205.66670 56.50000
## 47: -22.88889 5.66667
## 48: -0.36486 -1.02703
## 49: -124.78380 39.16216
## 50: -6.32298 2.27950
## 51: -3.04000 1.00000
## 52: -6.24000 0.91000
## 53: -18.13000 2.65000
## 54: 15.35000 2.25000
## 55: -8.44000 0.00000
## 56: -3.77000 0.00000
## 57: -1.46000 0.00000
## 58: -5.13000 0.32000
## 59: -5.01000 1.63000
## 60: -0.79000 -0.83000
## 61: -0.42400 0.06800
## 62: -1.05000 0.00000
## 63: -15.35000 2.25000
## 64: -7.25000 1.06000
## 65: -6.24000 0.91000
## 66: -4.03000 1.27000
## 67: -3.61000 0.20000
## 68: -0.20000 0.07000
## 69: NaN NaN
## 70: NaN NaN
## 71: NaN NaN
## 72: NaN NaN
## 73: NaN NaN
## 74: NaN NaN
## 75: NaN NaN
## 76: NaN NaN
## 77: NaN NaN
## 78: NaN NaN
## 79: NaN NaN
## 80: NaN NaN
## 81: NaN NaN
## swapLong swapShortttGetCurrencyData()## currency description precision sortOrder
## 1: ASX 5 40
## 2: AUD 5 6
## 3: BTC 5 21
## 4: CAC 5 34
## 5: CAD 5 7
## 6: CHF 5 5
## 7: CNH 5 10
## 8: DA1 5 36
## 9: DAX 5 35
## 10: DJ1 5 30
## 11: DJI 5 29
## 12: DKK 5 17
## 13: ESX 5 37
## 14: EUR 5 2
## 15: GBP 5 3
## 16: HKD 5 13
## 17: JPY 5 4
## 18: LTC 5 22
## 19: MXN 5 9
## 20: ND1 5 26
## 21: NDX 5 25
## 22: NKY 5 39
## 23: NMC 5 23
## 24: NOK 5 14
## 25: NZD 5 8
## 26: PLN 5 18
## 27: PPC 5 24
## 28: RUB 5 12
## 29: SEK 5 11
## 30: SGD 5 15
## 31: SP1 5 28
## 32: SPX 5 27
## 33: TRY 5 16
## 34: UKX 5 38
## 35: USD 5 1
## 36: XAG 5 19
## 37: XAU 5 20
## 38: XBR 5 31
## 39: XNG 5 33
## 40: XTI 5 32
## currency description precision sortOrderGet 10000 bars of EURUSD symbol:
head(ttBarsHistory(“EURUSD”))
ttBarsHistory("EURUSD")## high low open close volume from
## 1: 1.15715 1.15547 1.15665 1.15576 362695000 2015-08-24 12:47:00
## 2: 1.15704 1.15492 1.15518 1.15668 346745000 2015-08-24 12:46:00
## 3: 1.15557 1.15427 1.15428 1.15518 429260000 2015-08-24 12:45:00
## 4: 1.15430 1.15342 1.15383 1.15430 374815000 2015-08-24 12:44:00
## 5: 1.15397 1.15338 1.15340 1.15380 371930000 2015-08-24 12:43:00
## ---
## 9996: 1.11393 1.11362 1.11366 1.11393 389120000 2015-08-13 15:10:00
## 9997: 1.11393 1.11364 1.11391 1.11366 405510000 2015-08-13 15:09:00
## 9998: 1.11394 1.11313 1.11325 1.11393 436939000 2015-08-13 15:08:00
## 9999: 1.11341 1.11317 1.11318 1.11325 152728000 2015-08-13 15:07:00
## 10000: 1.11320 1.11291 1.11301 1.11318 114600000 2015-08-13 15:06:00
## to
## 1: 2015-08-24 12:48:00
## 2: 2015-08-24 12:47:00
## 3: 2015-08-24 12:46:00
## 4: 2015-08-24 12:45:00
## 5: 2015-08-24 12:44:00
## ---
## 9996: 2015-08-13 15:11:00
## 9997: 2015-08-13 15:10:00
## 9998: 2015-08-13 15:09:00
## 9999: 2015-08-13 15:08:00
## 10000: 2015-08-13 15:07:00Get 10000 bar quotes of EURUSD symbol:
bars = ttBarsQuotesHistory(“EURUSD”)
ttBarsQuotesHistory("EURUSD")## askHigh askLow askopen askClose askVolume bidHigh bidLow bidOpen
## 1: 1.15582 1.15578 1.15582 1.15578 6470000 1.15576 1.15573 1.15576
## 2: 1.15717 1.15547 1.15662 1.15582 405392000 1.15715 1.15547 1.15665
## 3: 1.15706 1.15494 1.15521 1.15671 393719000 1.15704 1.15492 1.15518
## 4: 1.15550 1.15431 1.15432 1.15522 507704000 1.15557 1.15427 1.15428
## 5: 1.15432 1.15347 1.15386 1.15432 459348000 1.15430 1.15342 1.15383
## ---
## 9996: 1.11456 1.11378 1.11394 1.11441 316010000 1.11453 1.11375 1.11393
## 9997: 1.11395 1.11364 1.11370 1.11395 285830000 1.11393 1.11362 1.11366
## 9998: 1.11393 1.11367 1.11393 1.11370 338668000 1.11393 1.11364 1.11391
## 9999: 1.11397 1.11316 1.11326 1.11395 351284000 1.11394 1.11313 1.11325
## 10000: 1.11342 1.11319 1.11320 1.11326 537172000 1.11341 1.11317 1.11318
## bidClose bidVolume from to
## 1: 1.15573 6500000 2015-08-24 12:48:00 2015-08-24 12:49:00
## 2: 1.15576 362695000 2015-08-24 12:47:00 2015-08-24 12:48:00
## 3: 1.15668 346745000 2015-08-24 12:46:00 2015-08-24 12:47:00
## 4: 1.15518 429260000 2015-08-24 12:45:00 2015-08-24 12:46:00
## 5: 1.15430 374815000 2015-08-24 12:44:00 2015-08-24 12:45:00
## ---
## 9996: 1.11439 323013000 2015-08-13 15:11:00 2015-08-13 15:12:00
## 9997: 1.11393 389120000 2015-08-13 15:10:00 2015-08-13 15:11:00
## 9998: 1.11366 405510000 2015-08-13 15:09:00 2015-08-13 15:10:00
## 9999: 1.11393 436939000 2015-08-13 15:08:00 2015-08-13 15:09:00
## 10000: 1.11325 152728000 2015-08-13 15:07:00 2015-08-13 15:08:00Get quotes
now <-as.POSIXct(Sys.time())
# 300 seconds from present
prevNow <-as.POSIXct(now-(300))
ttQuotesHistory("EURUSD", startTime = prevNow, endTime=now)## ask bid createTime
## 1: 1.15341 1.15338 2015-08-24 09:43:01
## 2: 1.15341 1.15339 2015-08-24 09:43:01
## 3: 1.15343 1.15339 2015-08-24 09:43:02
## 4: 1.15344 1.15341 2015-08-24 09:43:02
## 5: 1.15344 1.15341 2015-08-24 09:43:02
## ---
## 1512: 1.15578 1.15573 2015-08-24 09:48:01
## 1513: 1.15578 1.15574 2015-08-24 09:48:01
## 1514: 1.15577 1.15574 2015-08-24 09:48:01
## 1515: 1.15577 1.15572 2015-08-24 09:48:01
## 1516: 1.15577 1.15572 2015-08-24 09:48:01Get quotes L2
now <-as.POSIXct(Sys.time())
# 1000 seconds from present
prevNow <-as.POSIXct(now-1000)
ttQuotesLevel2History('EURUSD', prevNow, now, depth=1)## volumeBid volumeAsk priceBid priceAsk createTime
## 1: 50000 1500000 1.15124 1.15127 2015-08-24 12:31:24
## 2: 50000 1000000 1.15124 1.15126 2015-08-24 12:31:24
## 3: 1050000 2500000 1.15123 1.15127 2015-08-24 12:31:24
## 4: 1000000 3500000 1.15123 1.15127 2015-08-24 12:31:24
## 5: 1000000 5000000 1.15123 1.15127 2015-08-24 12:31:24
## ---
## 5019: 1000000 500000 1.15572 1.15574 2015-08-24 12:48:02
## 5020: 1000000 500000 1.15571 1.15574 2015-08-24 12:48:02
## 5021: 1500000 500000 1.15571 1.15574 2015-08-24 12:48:03
## 5022: 3000000 500000 1.15569 1.15572 2015-08-24 12:48:03
## 5023: 1000000 50000 1.15568 1.15572 2015-08-24 12:48:03
## quoteIndex level
## 1: 1.440419e+12 1
## 2: 1.440419e+12 1
## 3: 1.440419e+12 1
## 4: 1.440419e+12 1
## 5: 1.440419e+12 1
## ---
## 5019: 1.440420e+12 1
## 5020: 1.440420e+12 1
## 5021: 1.440420e+12 1
## 5022: 1.440420e+12 1
## 5023: 1.440420e+12 1Trades in account:
# Commented as it takes to long
ttConnect("tp.st.soft-fx.eu", "100066", "123qwe!")## [1] 0head(ttTrades())## Empty data.table (0 rows) of 21 cols: agentComission,tradeClientOrderId,tradeComment,created,expiration,symbol...All trades
# Commented as it takes to long
ttTradesHistory()## AgentCommission ClientId
## 1: 0
## 2: 0 957fbc19-b65e-4eb5-a6ec-9647131d0be7
## 3: 0 2ac50627-fcf0-4f6b-9212-f594fc0ac911
## 4: 0 4fddad09-38bf-4485-b7c4-38b5397d2f06
## 5: 0
## 6: 0 cc1ac593-a8f7-44c1-ba1b-784f90d36c40
## 7: 0 64a8751c-6e8d-47d1-b78d-86e1d88b4b4e
## 8: 0 f6038331-f4e5-4df1-9acd-43260151ef53
## 9: 0 6b9760e2-3221-4468-b5de-a271084b5eac
## 10: 0 c6f56005-253d-4db7-b1e1-ab9834d4783a
## 11: 0 21eaac90-b883-4bb7-8446-abae9f1253de
## 12: 0 4f62d7a9-f993-4784-afe1-3bdbe449fdb7
## 13: 0 ManagerOrder-f21b5f2a-e918-4d82-836a-ddac6e75a6b4
## 14: 0 ManagerOrder-7fe75534-5f2f-4111-b344-a61f8e858865
## 15: 0 fd478131-cb15-41ee-9344-1700f821cb06
## 16: 0 cf970067-9ff8-4e90-85e1-8d3a80d336ac
## 17: 0 6b9cea20-ced6-46f7-8f23-c93d87b4fd98
## 18: 0 c226802c-04c4-4a56-a3f2-7a47fcc6c716
## 19: 0 432b1cac-b20f-441d-8d91-46d83882a94c
## 20: 0 85f12344-d8f8-4e8c-af67-452861fd94f8
## 21: 0 db1bc350-bc2f-4f30-8c10-bef83727a8a3
## 22: 0 094e0196-2c6c-48a6-95cd-0c1e5918a72e
## 23: 0 6f894e7f-d257-432a-92ca-af063fa0c7aa
## 24: 0 7529587a-eaae-4c85-b2f6-b237ebf2873e
## AgentCommission ClientId
## CloseConversionRate InitialVolume Comment Commission Id
## 1: -1.000000e+00 0 672002
## 2: 1.105180e+00 USD [TP] 0 672003
## 3: 1.105130e+00 USD [TP] 0 672004
## 4: 1.105060e+00 USD [SL] 0 672005
## 5: -1.000000e+00 0 672015
## 6: 1.104870e+05 USD [SL] 0 672021
## 7: 1.104910e+05 USD [TP] 0 672022
## 8: 1.000000e+00 USD [SL] 0 672031
## 9: 6.724700e-01 USD 0 672023
## 10: -1.000000e+00 0 672024
## 11: 1.000000e+00 USD 0 704015
## 12: 1.000000e+00 USD 0 704014
## 13: 1.000000e+00 USD 0 704003
## 14: 1.000000e+00 USD 0 704002
## 15: 1.000000e+00 USD 0 729313
## 16: 1.000000e+00 USD 0 729377
## 17: 1.000000e+00 USD 0 741247
## 18: 1.000000e+00 USD 0 741243
## 19: 1.000000e+00 USD 0 741246
## 20: 1.000000e+00 USD 0 741240
## 21: 1.000000e+00 USD 0 741237
## 22: 1.000000e+00 USD 0 741283
## 23: 8.059966e-03 USD 0 741280
## 24: 1.000000e+00 USD 0 741278
## CloseConversionRate InitialVolume Comment Commission Id
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## 1: 0 -1.000000e+00 2015-07-09 14:10:06 -1
## 2: 0 1.214869e+04 2015-07-09 14:10:59 -1
## 3: 0 1.214737e+04 2015-07-09 14:11:06 -1
## 4: 0 1.214571e+04 2015-07-09 14:11:09 -1
## 5: 0 -1.000000e+00 2015-07-09 14:16:34 -1
## 6: 0 1.213666e+09 2015-07-09 14:16:47 -1
## 7: 0 1.213666e+09 2015-07-09 14:17:04 -1
## 8: 0 1.104930e+05 2015-07-09 14:18:45 -1
## 9: 0 7.430000e-01 2015-07-09 14:18:13 -1
## 10: 10000 1.104930e+05 2015-07-09 14:18:26 -1
## 11: 0 1.103760e+00 2015-07-13 13:58:46 -1
## 12: 0 1.103760e+00 2015-07-13 13:58:44 -1
## 13: 0 1.105170e+00 2015-07-13 12:17:39 -1
## 14: 0 1.105180e+00 2015-07-13 12:17:37 -1
## 15: 0 1.102680e+00 2015-07-15 09:06:01 -1
## 16: 0 1.100470e+00 2015-07-15 12:29:01 -1
## 17: 0 1.089440e+00 2015-07-17 08:49:46 -1
## 18: 0 1.089440e+00 2015-07-17 08:49:39 -1
## 19: 0 1.089440e+00 2015-07-17 08:49:44 -1
## 20: 0 1.089450e+00 2015-07-17 08:49:24 -1
## 21: 0 1.089440e+00 2015-07-17 08:49:12 -1
## 22: 0 6.539300e-01 2015-07-17 08:52:55 -1
## 23: 0 1.565740e+00 2015-07-17 08:52:47 -1
## 24: 0 1.089820e+00 2015-07-17 08:52:43 -1
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## OrderLastFillAmount OrderModified PosOpenPrice
## 1: -1 1970-01-01 00:00:00 0.00000e+00
## 2: -1 2015-07-09 14:10:59 1.09925e+04
## 3: -1 2015-07-09 14:11:06 1.09918e+04
## 4: -1 2015-07-09 14:11:09 1.09900e+04
## 5: -1 1970-01-01 00:00:00 0.00000e+00
## 6: -1 2015-07-09 14:16:47 1.09835e+04
## 7: -1 2015-07-09 14:17:04 1.09843e+04
## 8: -1 2015-07-09 14:18:45 1.10491e+05
## 9: -1 2015-07-09 14:53:39 1.10369e+00
## 10: -1 2015-07-09 14:54:05 0.00000e+00
## 11: -1 2015-07-15 09:04:20 1.10376e+00
## 12: -1 2015-07-15 09:04:22 1.10372e+00
## 13: -1 2015-07-15 09:04:24 1.10517e+00
## 14: -1 2015-07-15 09:04:26 1.10516e+00
## 15: -1 2015-07-15 09:06:50 1.10268e+00
## 16: -1 2015-07-17 08:49:00 1.10047e+00
## 17: -1 2015-07-17 08:52:26 1.08940e+00
## 18: -1 2015-07-17 08:52:28 1.08944e+00
## 19: -1 2015-07-17 08:52:30 1.08940e+00
## 20: -1 2015-07-17 08:52:32 1.08945e+00
## 21: -1 2015-07-17 08:52:33 1.08944e+00
## 22: -1 2015-07-17 08:59:09 6.53840e-01
## 23: -1 2015-07-17 08:59:11 1.94232e+02
## 24: -1 2015-07-17 08:59:13 1.08982e+00
## OrderLastFillAmount OrderModified PosOpenPrice
## PositionClosePrice PositionCloseRequestedPrice PositionClosed
## 1: 0.00000 0 1970-01-01 00:00:00
## 2: 10000.00000 0 2015-07-09 14:10:59
## 3: 10000.00000 0 2015-07-09 14:11:06
## 4: 9999.20000 0 2015-07-09 14:11:09
## 5: 0.00000 0 1970-01-01 00:00:00
## 6: 9999.10000 0 2015-07-09 14:16:47
## 7: 10000.00000 0 2015-07-09 14:17:04
## 8: 9999.99993 0 2015-07-09 14:18:45
## 9: 1.10405 0 2015-07-09 14:53:39
## 10: 0.00000 0 1970-01-01 00:00:00
## 11: 1.10235 0 2015-07-15 09:04:20
## 12: 1.10238 0 2015-07-15 09:04:22
## 13: 1.10236 0 2015-07-15 09:04:24
## 14: 1.10242 0 2015-07-15 09:04:26
## 15: 1.10244 0 2015-07-15 09:06:50
## 16: 1.08923 0 2015-07-17 08:49:00
## 17: 1.08969 0 2015-07-17 08:52:26
## 18: 1.08969 0 2015-07-17 08:52:28
## 19: 1.08976 0 2015-07-17 08:52:30
## 20: 1.08968 0 2015-07-17 08:52:32
## 21: 1.08970 0 2015-07-17 08:52:33
## 22: 0.65331 0 2015-07-17 08:59:09
## 23: 194.06000 0 2015-07-17 08:59:11
## 24: 1.08887 0 2015-07-17 08:59:13
## PositionClosePrice PositionCloseRequestedPrice PositionClosed
## PositionLastQuantity PositionLeavesQuantity PositionModified
## 1: 0e+00 0 1970-01-01
## 2: 0e+00 0 1970-01-01
## 3: 0e+00 0 1970-01-01
## 4: 0e+00 0 1970-01-01
## 5: 0e+00 0 1970-01-01
## 6: 0e+00 0 1970-01-01
## 7: 0e+00 0 1970-01-01
## 8: 0e+00 0 1970-01-01
## 9: 0e+00 0 1970-01-01
## 10: 0e+00 0 1970-01-01
## 11: 1e+04 0 1970-01-01
## 12: 1e+04 0 1970-01-01
## 13: 1e+05 0 1970-01-01
## 14: 1e+05 0 1970-01-01
## 15: 1e+05 0 1970-01-01
## 16: 1e+05 0 1970-01-01
## 17: 1e+04 0 1970-01-01
## 18: 1e+04 0 1970-01-01
## 19: 1e+04 0 1970-01-01
## 20: 1e+05 0 1970-01-01
## 21: 1e+05 0 1970-01-01
## 22: 1e+04 0 1970-01-01
## 23: 1e+04 0 1970-01-01
## 24: 1e+05 0 1970-01-01
## PositionLastQuantity PositionLeavesQuantity PositionModified
## PositionOpened PositionQuantity Price Quantity StopLoss
## 1: 1970-01-01 00:00:00 0e+00 0.00000e+00 0e+00 0.0
## 2: 2015-07-09 14:10:59 0e+00 1.09925e+04 5e+01 9999.6
## 3: 2015-07-09 14:11:06 0e+00 1.09918e+04 5e+01 9999.2
## 4: 2015-07-09 14:11:09 0e+00 1.09900e+04 5e+01 9999.2
## 5: 1970-01-01 00:00:00 0e+00 0.00000e+00 0e+00 0.0
## 6: 2015-07-09 14:16:47 0e+00 1.09835e+04 1e+00 9999.1
## 7: 2015-07-09 14:17:04 0e+00 1.09843e+04 1e+00 9999.1
## 8: 2015-07-09 14:18:45 0e+00 1.10491e+05 1e+04 10000.0
## 9: 2015-07-09 14:18:13 0e+00 1.10369e+00 1e+04 0.0
## 10: 1970-01-01 00:00:00 0e+00 1.10493e+05 1e+04 0.0
## 11: 2015-07-13 13:58:46 1e+04 1.10376e+00 1e+04 0.0
## 12: 2015-07-13 13:58:44 1e+04 1.10372e+00 1e+04 0.0
## 13: 2015-07-13 12:17:39 1e+05 1.10517e+00 1e+05 0.0
## 14: 2015-07-13 12:17:37 1e+05 1.10516e+00 1e+05 0.0
## 15: 2015-07-15 09:06:01 1e+05 1.10268e+00 1e+05 0.0
## 16: 2015-07-15 12:29:01 1e+05 1.10047e+00 1e+05 0.0
## 17: 2015-07-17 08:49:46 1e+04 1.08940e+00 1e+04 0.0
## 18: 2015-07-17 08:49:39 1e+04 1.08944e+00 1e+04 0.0
## 19: 2015-07-17 08:49:44 1e+04 1.08940e+00 1e+04 0.0
## 20: 2015-07-17 08:49:24 1e+05 1.08945e+00 1e+05 0.0
## 21: 2015-07-17 08:49:12 1e+05 1.08944e+00 1e+05 0.0
## 22: 2015-07-17 08:52:55 1e+04 6.53840e-01 1e+04 0.0
## 23: 2015-07-17 08:52:47 1e+04 1.94232e+02 1e+04 0.0
## 24: 2015-07-17 08:52:43 1e+05 1.08982e+00 1e+05 0.0
## PositionOpened PositionQuantity Price Quantity StopLoss
## Swap Symbol TakeProfit TradeRecordSide TradeRecordType
## 1: 0 0.0000e+00 -1 -1
## 2: 0 #GDAXI 1.0000e+04 Buy Position
## 3: 0 #GDAXI 1.0000e+04 Buy Position
## 4: 0 #GDAXI 1.0000e+04 Sell Position
## 5: 0 0.0000e+00 -1 -1
## 6: 0 #GDAXIm 1.0000e+04 Sell Position
## 7: 0 #GDAXIm 1.0000e+04 Buy Position
## 8: 0 EUR/USD 1.0000e+04 Sell Position
## 9: 0 AUD/NZD 0.0000e+00 Buy Position
## 10: 0 EUR/USD 0.0000e+00 Buy Position
## 11: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 12: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 13: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 14: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 15: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 16: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 17: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 18: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 19: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 20: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 21: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 22: 0 NZD/USD 5.5393e-01 Sell Position
## 23: 0 GBP/JPY 0.0000e+00 Buy Position
## 24: 0 EUR/USD 0.0000e+00 Buy Position
## Swap Symbol TakeProfit TradeRecordSide TradeRecordType
## TradeTransactionReason TradeTransactionReportType TransactionAmount
## 1: DealerDecision BalanceTransaction 1000000.00
## 2: TakeProfitActivation PositionClosed -54844.56
## 3: TakeProfitActivation PositionClosed -54803.40
## 4: StopLossActivation PositionClosed 54744.67
## 5: DealerDecision BalanceTransaction 100000000.00
## 6: StopLossActivation PositionClosed 108763402.80
## 7: TakeProfitActivation PositionClosed -108756291.30
## 8: StopLossActivation PositionClosed 1004910000.70
## 9: ClientRequest PositionClosed 2.42
## 10: DealerDecision OrderCanceled 0.00
## 11: ClientRequest PositionClosed -14.10
## 12: ClientRequest PositionClosed 13.40
## 13: ClientRequest PositionClosed -281.00
## 14: ClientRequest PositionClosed 274.00
## 15: ClientRequest PositionClosed -24.00
## 16: ClientRequest PositionClosed -1124.00
## 17: ClientRequest PositionClosed -2.90
## 18: ClientRequest PositionClosed 2.50
## 19: ClientRequest PositionClosed -3.60
## 20: ClientRequest PositionClosed 23.00
## 21: ClientRequest PositionClosed 26.00
## 22: ClientRequest PositionClosed 5.30
## 23: ClientRequest PositionClosed -13.87
## 24: ClientRequest PositionClosed -95.00
## TradeTransactionReason TradeTransactionReportType TransactionAmount
## TransactionCurrency TransactionTime
## 1: USD 2015-07-09 14:10:06
## 2: USD 2015-07-09 14:10:59
## 3: USD 2015-07-09 14:11:06
## 4: USD 2015-07-09 14:11:09
## 5: USD 2015-07-09 14:16:34
## 6: USD 2015-07-09 14:16:47
## 7: USD 2015-07-09 14:17:04
## 8: USD 2015-07-09 14:18:45
## 9: USD 2015-07-09 14:53:39
## 10: USD 2015-07-09 14:54:05
## 11: USD 2015-07-15 09:04:20
## 12: USD 2015-07-15 09:04:22
## 13: USD 2015-07-15 09:04:24
## 14: USD 2015-07-15 09:04:26
## 15: USD 2015-07-15 09:06:50
## 16: USD 2015-07-17 08:49:00
## 17: USD 2015-07-17 08:52:26
## 18: USD 2015-07-17 08:52:28
## 19: USD 2015-07-17 08:52:30
## 20: USD 2015-07-17 08:52:32
## 21: USD 2015-07-17 08:52:33
## 22: USD 2015-07-17 08:59:09
## 23: USD 2015-07-17 08:59:11
## 24: USD 2015-07-17 08:59:13
## TransactionCurrency TransactionTime